-3.1%
DDOG vs ACHR
-19.0%
+15.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.2% | +2.7% |
| 7D | -2.3% | +18.0% | -20.3% | -5.6% |
| 30D | -35.8% | +3.6% | -39.4% | -36.4% |
| 3M | -25.3% | -28.4% | +3.1% | -20.8% |
| 6M | -8.9% | -25.7% | +16.8% | -5.4% |
| YTD | +35.6% | -35.4% | +71.0% | +42.9% |
| 1Y | -6.8% | -45.6% | +38.8% | +1.2% |
| 3Y | +77.9% | -2.2% | +80.1% | +48.5% |
| 5Y | -3.1% | -20.3% | +17.2% | -35.3% |
| All | -3.1% | -19.0% | +15.9% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling